@techreport{oai:repository.dl.itc.u-tokyo.ac.jp:00042162, author = {Kunitomo, Naoto and Sato, Seisho}, month = {Aug}, note = {application/pdf, 本文フィルはリンク先を参照のこと}, title = {On Properties of Separating Information Maximum Likelihood Estimation of Realized Volatility and Covariance with Micro-Market Noise}, year = {2010} }